arXiv:2301.09517 공식 코드 · Papers with Code

Sampling-based Nyström Approximation and Kernel Quadrature

Satoshi Hayakawa, Harald Oberhauser, Terry Lyons

제출 2023-01-23

원문 초록

We analyze the Nystr\"om approximation of a positive definite kernel associated with a probability measure. We first prove an improved error bound for the conventional Nystr\"om approximation with i.i.d. sampling and singular-value decomposition in the continuous regime; the proof techniques are borrowed from statistical learning theory. We further introduce a refined selection of subspaces in Nystr\"om approximation with theoretical guarantees that is applicable to non-i.i.d. landmark points. Finally, we discuss their application to convex kernel quadrature and give novel theoretical guarantees as well as numerical observations.

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